I don't really see any problem in that output. The libcrypto warning is normal; I see it every time sshd starts on my device, and everything works properly there. I have never tested it from cygwin, though. Is it possible that you have a shell but don't realize it? Because of the problems getting a pseudo-tty on the device, you won't see a prompt for the shell. You also can't use the command history. But just typing commands and hitting return should show results.
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